OpenGamma / OpenSIMMLinks
Reference implementation of the ISDA-proposed Standard Initial Margin Model (SIMM) for non-cleared derivatives
☆28Updated 8 years ago
Alternatives and similar repositories for OpenSIMM
Users that are interested in OpenSIMM are comparing it to the libraries listed below
Sorting:
- Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics☆54Updated 6 years ago
- Automatically exported from code.google.com/p/maygard☆19Updated 10 years ago
- Java library for high frequency portfolio analysis, intraday backtesting and optimization☆20Updated 8 years ago
- Quantitative Finance Library for Java by Idylwood Technologies☆51Updated 11 years ago
- The AQ2o repository.☆43Updated 7 years ago
- A Java framework for backtesting and trading☆55Updated 7 years ago
- ☆20Updated last year
- QuantComponents - Free Java components for Quantitative Finance and Algorithmic Trading☆164Updated 6 years ago
- ☆8Updated 5 years ago
- Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics☆124Updated this week
- Ultra Low Latency Trading Framework (OMS, Trading+MarketData Adapters, Algo Container etc)☆114Updated last year
- FX algorithm trading system with Java/kdb. (Open Source limited version)☆39Updated 9 years ago
- Python API for sentosa trading system☆42Updated 9 years ago
- A repository for q/kdb+ programs.☆40Updated 9 years ago
- Proprietary trading solution for high-frequency trading (HFT) and statistical arbitrage algorithms☆87Updated 11 years ago
- Ultra Low Latency Trading Framework (Fix Engine, OMS, FastFix, ETI, Algo Container)☆187Updated 9 years ago
- If you are professionals, retailers or even organisms trading on a financial market, you know that data given on online platforms is not …☆34Updated 10 years ago
- ☆124Updated 9 years ago
- A financial blotter for trading FX and Futures☆23Updated 7 years ago
- Scala OrderBook Reconstructor for high-frequency order-flow data☆16Updated last year
- The project simulates a generic agent based market model. The aim is to explore intimately, by simulation, the process of price formation…☆65Updated 10 years ago
- A library for parsing FIX (Financial Information eXchange) protocol messages.☆69Updated 3 weeks ago
- Studio for kdb+ / Rapid execution environment for q☆95Updated 4 years ago
- Spreadsheets using finmath-lib☆12Updated 4 years ago
- Big Data course project (EPFL) - Trading strategies based on order book☆29Updated 11 years ago
- L3 Order Book and Matching Engine Implementaion in Java☆31Updated 3 years ago
- A Python toolkit for high-frequency trade research.☆40Updated 6 years ago
- The Thalesians' Python library☆64Updated 8 years ago
- Blog system for quant☆39Updated 9 years ago
- JQuantLib is a library for Quantitative Finance written in 100% Java☆137Updated 9 years ago